+843.8%
MSTR vs SE
+365.4%
+478.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -7.0% |
| 7D | -8.7% | -1.2% | -7.5% | -8.0% |
| 30D | -21.4% | -21.7% | +0.2% | -13.3% |
| 3M | +31.4% | -34.2% | +65.6% | +54.2% |
| 6M | -30.8% | -10.5% | -20.3% | -29.8% |
| YTD | -14.9% | -40.7% | +25.8% | +0.6% |
| 1Y | -49.3% | -52.1% | +2.8% | -34.5% |
| 3Y | +184.8% | +68.9% | +116.0% | +116.3% |
| 5Y | +62.1% | -78.9% | +141.0% | +106.4% |
| All | +843.8% | +365.4% | +478.4% | +664.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling